+110.2%
LLY vs INTU
-37.9%
+148.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.3% |
| 7D | -2.1% | -7.1% | +4.9% | -1.0% |
| 30D | -1.6% | +1.5% | -3.1% | -1.9% |
| 3M | +2.3% | +10.7% | -8.4% | +0.4% |
| 6M | +14.9% | -23.8% | +38.7% | +18.9% |
| YTD | +7.5% | -49.3% | +56.8% | +23.7% |
| 1Y | +55.7% | -49.7% | +105.3% | +78.9% |
| All | +110.2% | -37.9% | +148.1% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded INTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling